Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47856.1 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46461.2 Kr¶

PnL: ---------------------------------------> -427.37 Kr¶

DD now: ---------------------------------> -1.591 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:22:18.423323'

Anic Portfolio¶

This Week¶

Return: 0.685 %¶

Total¶

Return: 56.678 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -3.540000 2768.500000 132.500000 5.030000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -2.070000 425.000000 70.000000 19.720000 355.000000
Boozt 12 0.560000 1716.000000 62.000000 3.750000 1653.999996
Corem Property Group B 59 -3.740000 637.790000 60.790000 10.540000 576.999999
HMS Networks 2 -1.060000 712.000000 39.000000 5.790000 673.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Intrum 4 1.390000 553.800000 26.800000 5.090000 527.000000
Norva24 Group 16 5.080000 569.600000 26.600000 4.900000 543.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
SAAB B 8 0.140000 3399.200000 22.200000 0.660000 3377.000000
Coor Service Management Hold. 8 1.100000 552.800000 20.800000 3.910000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
AcadeMedia 12 1.370000 568.320000 11.320000 2.030000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.450000 569.100000 7.100000 1.260000 562.000005
Securitas B 6 0.970000 574.920000 4.920000 0.860000 570.000000
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Swedbank A 3 1.370000 566.700000 2.700000 0.480000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
CTEK 13 1.990000 533.260000 -0.740000 -0.140000 533.999999
Karnov Group 9 -2.460000 534.600000 -1.400000 -0.260000 536.000004
Essity B 2 -1.760000 569.800000 -4.200000 -0.730000 574.000000
Handelsbanken A 5 -0.600000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
Essity A 4 -2.400000 1138.000000 -11.000000 -0.960000 1149.000000
Nordea Bank Abp 29 -0.520000 3431.280000 -22.720000 -0.660000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 1.090000 3627.000000 -129.000000 -3.430000 3756.000001
OX2 18 0.770000 1525.500000 -138.500000 -8.320000 1663.999992
Ovzon 52 2.120000 3000.400000 -361.600000 -10.760000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46463.970000 -424.600000 -1.58549% 46888.564618

Updated:¶

'2023-01-18 17:21:45.629716'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶